-40.3%
ACI vs RVTY
+18.2%
-58.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +0.2% | +1.1% | -0.9% | +0.2% |
| 30D | +5.9% | +13.2% | -7.3% | +5.8% |
| 3M | -19.8% | +27.2% | -47.0% | -20.1% |
| 6M | -24.7% | +32.4% | -57.1% | -25.2% |
| YTD | -24.4% | +34.9% | -59.3% | -25.1% |
| 1Y | -31.5% | +52.4% | -83.9% | -32.8% |
| All | -40.3% | +18.2% | -58.5% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling